Udi E. Makov

Available identifiers

zbMath Open makov.udi-eMaRDI QIDQ190763

List of research outcomes

Publication	Date of Publication	Type
Exchangeable mortality projection	2021-12-17	Paper
Robust Bayesian analysis of loss reserving data using scale mixtures distributions	2020-12-03	Paper
Portfolio optimization by a bivariate functional of the mean and variance	2020-05-11	Paper
Intrinsic objective Bayesian estimation of the mean of the Tweedie family	2019-08-09	Paper
A multivariate tail covariance measure for elliptical distributions	2018-08-28	Paper
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION	2018-06-06	Paper
Extended generalized skew-elliptical distributions and their moments	2017-07-17	Paper
Tail conditional moments for elliptical and log-elliptical distributions	2016-12-14	Paper
Multivariate tail conditional expectation for elliptical distributions	2016-12-13	Paper
Minimization of a function of a quadratic functional with application to optimal portfolio selection	2016-08-31	Paper
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component	2012-04-18	Paper
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution	2009-09-13	Paper
Robustness via a mixture of exponential power distributions	2008-11-04	Paper
Sequential Quasi-Credibility for Scale Dispersion Models	2006-05-24	Paper
Principal Applications of Bayesian Methods in Actuarial Science	2006-01-13	Paper
Contaminated Exponential Dispersion Loss Models	2006-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q4668828	2005-04-15	Paper
On credibility evaluation and the tail area of the exponential dispersion family	2001-10-04	Paper
Credibility evaluation for the exponential dispersion family	1999-12-14	Paper
On Stochastic Approximation and Credibility	1999-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4247388	1999-06-16	Paper
Exponential dispersion models and credibility	1999-03-25	Paper
Sequential credibility evaluation for symmetric location claim distributions	1999-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4872026	1996-06-23	Paper
Loss robustness via Fisher-weighted squared-error loss function	1996-05-06	Paper
Computer intensive methods for inference on parameters of complex models. -- A Bayesian alternative	1995-12-06	Paper
Some aspects of Bayesian loss-robustness	1994-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q5289821	1993-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q3484221	1988-01-01	Paper
Statistical analysis of finite mixture distributions	1985-01-01	Paper
Unsupervised learning for signal versus noise (Corresp.)	1981-01-01	Paper
Approximations to unsupervised filters	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3964430	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4155700	1978-01-01	Paper
A quasi-Bayes unsupervised learning procedure for priors (Corresp.)	1977-01-01	Paper

Research outcomes over time

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